+476.2%
STX vs MTSI
+206.4%
+269.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -0.2% |
| 7D | +14.6% | +10.0% | +4.6% | +9.3% |
| 30D | -26.0% | -20.3% | -5.6% | -17.1% |
| 3M | -42.6% | -24.4% | -18.2% | -35.2% |
| 6M | -35.3% | -39.2% | +3.9% | -18.9% |
| YTD | +92.5% | +35.5% | +57.0% | +61.7% |
| 1Y | +102.4% | +43.0% | +59.4% | +65.9% |
| 3Y | +673.8% | +196.3% | +477.6% | +312.3% |
| All | +476.2% | +206.4% | +269.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling